Numerical Probability An Introduction with Applications to Finance /

• Main Author: Pagès, Gilles (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Universitext,
• Subjects: Probabilities.; Economics, Mathematical .; Statistics .; Probability Theory and Stochastic Processes.; Quantitative Finance.; Statistics for Business, Management, Economics, Finance, Insurance.

This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance. Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent development...